CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0842 |
0.0056 |
0.5% |
1.0756 |
| High |
1.0856 |
1.0844 |
-0.0012 |
-0.1% |
1.0856 |
| Low |
1.0770 |
1.0750 |
-0.0020 |
-0.2% |
1.0695 |
| Close |
1.0847 |
1.0785 |
-0.0062 |
-0.6% |
1.0785 |
| Range |
0.0086 |
0.0094 |
0.0008 |
9.3% |
0.0161 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
2.0% |
0.0000 |
| Volume |
28,498 |
28,657 |
159 |
0.6% |
90,645 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1024 |
1.0837 |
|
| R3 |
1.0981 |
1.0930 |
1.0811 |
|
| R2 |
1.0887 |
1.0887 |
1.0802 |
|
| R1 |
1.0836 |
1.0836 |
1.0794 |
1.0815 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0782 |
| S1 |
1.0742 |
1.0742 |
1.0776 |
1.0721 |
| S2 |
1.0699 |
1.0699 |
1.0768 |
|
| S3 |
1.0605 |
1.0648 |
1.0759 |
|
| S4 |
1.0511 |
1.0554 |
1.0733 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1184 |
1.0874 |
|
| R3 |
1.1101 |
1.1023 |
1.0829 |
|
| R2 |
1.0940 |
1.0940 |
1.0815 |
|
| R1 |
1.0862 |
1.0862 |
1.0800 |
1.0901 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0798 |
| S1 |
1.0701 |
1.0701 |
1.0770 |
1.0740 |
| S2 |
1.0618 |
1.0618 |
1.0755 |
|
| S3 |
1.0457 |
1.0540 |
1.0741 |
|
| S4 |
1.0296 |
1.0379 |
1.0696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0695 |
0.0161 |
1.5% |
0.0086 |
0.8% |
56% |
False |
False |
18,129 |
| 10 |
1.1054 |
1.0695 |
0.0359 |
3.3% |
0.0087 |
0.8% |
25% |
False |
False |
9,811 |
| 20 |
1.1307 |
1.0695 |
0.0612 |
5.7% |
0.0080 |
0.7% |
15% |
False |
False |
5,042 |
| 40 |
1.1359 |
1.0695 |
0.0664 |
6.2% |
0.0068 |
0.6% |
14% |
False |
False |
2,567 |
| 60 |
1.1469 |
1.0695 |
0.0774 |
7.2% |
0.0065 |
0.6% |
12% |
False |
False |
1,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1090 |
|
1.618 |
1.0996 |
|
1.000 |
1.0938 |
|
0.618 |
1.0902 |
|
HIGH |
1.0844 |
|
0.618 |
1.0808 |
|
0.500 |
1.0797 |
|
0.382 |
1.0786 |
|
LOW |
1.0750 |
|
0.618 |
1.0692 |
|
1.000 |
1.0656 |
|
1.618 |
1.0598 |
|
2.618 |
1.0504 |
|
4.250 |
1.0351 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0803 |
| PP |
1.0793 |
1.0797 |
| S1 |
1.0789 |
1.0791 |
|